I guess it's cause the British Parliament is the head and not the Queen.
http://en.wikipedia.org/wiki/British_Army
From wikipedia

In contrast to the Royal Navy, Royal Marines and Royal Air Force, the British Army does not include Royal in its title. This is because, historically, British Armies comprised individually raised regiments and corps. The position of the British Army as the Army of Parliament and not the Crown was confirmed by the Bill of Rights of 1689 requiring Parliamentary Authority to maintain a standing army in peacetime. Nevertheless, many of its constituent Regiments and Corps have been granted the "Royal" prefix and have members of the Royal Family occupying senior positions within some regiments.